Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2001/iii/paper-29/1/a/solution

Write for the survival function; this is the function denoted in the survival notation. For a proper continuous event-time distribution with hazard function , its cumulative hazard function is . The probability integral transform makes uniform on , including when has flat intervals: those intervals have zero event probability. Consequently
Thus the cumulative hazard probability transformation gives . No strict monotonicity of is needed on intervals that carry no event mass. The usual proper continuous survival law is essential; an atom of subjects who never fail would instead require separate treatment of the mass at infinity.

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